+55.0%
FERG vs ALM
+2,327.9%
-2,272.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.8% | -9.7% | -1.5% |
| 7D | +3.4% | +8.4% | -5.0% | +2.8% |
| 30D | -11.5% | +34.8% | -46.3% | -13.3% |
| 3M | +1.3% | +16.2% | -15.0% | -0.3% |
| 6M | -1.0% | +2.1% | -3.1% | -2.4% |
| YTD | +3.2% | +117.0% | -113.8% | -2.4% |
| 1Y | -3.0% | +313.9% | -316.8% | -11.1% |
| 3Y | +55.0% | +2,327.9% | -2,272.9% | +35.4% |
| All | +55.0% | +2,327.9% | -2,272.9% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling